+52.0%
KR vs CNP
+67.8%
-15.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | +5.1% | -2.9% | +8.0% | +6.0% |
| 3M | -8.2% | -7.5% | -0.6% | -5.8% |
| 6M | -18.0% | -7.9% | -10.1% | -15.8% |
| YTD | -4.8% | +3.7% | -8.5% | -6.1% |
| 1Y | -11.0% | +4.6% | -15.6% | -12.6% |
| 3Y | +37.7% | +49.1% | -11.5% | +19.4% |
| All | +52.0% | +67.8% | -15.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling